Summer Internship - Junior at an ivy league

I am a junior at an ivy league school that has managed to get an internship at a small hedge fund. I started beginning of June and I am wondering if it is okay for me to switch over to another internship at Lehman S&T. Do you think this is a desirable move if possible?

Thanks,

 

Yeah yeah yeah, I'm not that dumb. I thought it was weird too. But I learned about this position through my school, so I think it is pretty reliable. ALSO, they do still hire, to help them out with their wind-down process.

 

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